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Three Alternative Errors-in-variable Estimation Methods
Language: en
Pages: 39
Authors: Cheng F. Lee
Categories: Econometrics
Type: BOOK - Published: 1981 - Publisher:

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Alternative Errors-in-Variables Models and Their Applications in Finance Research
Language: en
Pages: 44
Authors: Hong-Yi Chen
Categories:
Type: BOOK - Published: 2015 - Publisher:

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Specification error and measurement error are two major issues in finance research. The main purpose of this paper is (i) to review and extend existing errors-i
Alternative Errors-in-variables Beta Estimates and Their Implications to Capital Asset Pricing Determination
Language: en
Pages: 26
Authors: Cheng F. Lee
Categories: Economics
Type: BOOK - Published: 1982 - Publisher:

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A triangle relationship among alternative errors-in-variables (EV) methods for estimating daily beta coefficients are investigated in detail. It is shown that t
Measurement Error
Language: en
Pages: 465
Authors: John P. Buonaccorsi
Categories: Mathematics
Type: BOOK - Published: 2010-03-02 - Publisher: CRC Press

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Over the last 20 years, comprehensive strategies for treating measurement error in complex models and accounting for the use of extra data to estimate measureme
Microeconometrics
Language: en
Pages: 1058
Authors: A. Colin Cameron
Categories: Business & Economics
Type: BOOK - Published: 2005-05-09 - Publisher: Cambridge University Press

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This book provides the most comprehensive treatment to date of microeconometrics, the analysis of individual-level data on the economic behavior of individuals